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An Asset/Liability Model for a Japan...

Institute of Management Science.

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An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming

紀錄類型:	書目-投影資料、錄影資料、電影片 : Monograph/item
正題名/作者:	An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming/ Produced by Institute of Operations Research and the Management Sciences
出版者:	Linthicum, MD :Institute of Operations Research and the Management Sciences :
面頁冊數:	1 computer laser optical disc :sd., col. ;4 3/4 in.
附註:	At the head of title on container: Informs/CPMS
叢書名:	Edelman award for management science achievement;
標題:	Management Science -

An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming[videorecording] /Produced by Institute of Operations Research and the Management Sciences - Linthicum, MD :Institute of Operations Research and the Management Sciences - 1 computer laser optical disc :sd., col. ;4 3/4 in. - Edelman award for management science achievement;[v.75].

At the head of title on container: Informs/CPMS

Presentors, David R. Carino, Terry Kent, David H. Myers, Celine Stacy, Mike Sylvanus, Andrew L. Turner, Kouji Watanabe, William T. Ziemba

An asset/liability management model determines an optimal investment strategy that enables decision makers to define risk in tangible operational terms. It also handles the complex investment constraints imposed by the Japanese Ministry of Finance. The need to produce high income returns to pay annual interest on savings type insurance policies and also to maximize the wealth of the firm is considered. During the first year, the program yielded a return of 15 extra basis points (3.2 billion yen or

VCD format.

US120.00Subjects--Topical Terms:

730897
Management Science

An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
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245 0 0 $a An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming $h [videorecording] / $c Produced by Institute of Operations Research and the Management Sciences
260 $a Linthicum, MD : $b Institute of Operations Research and the Management Sciences
300 $a 1 computer laser optical disc : $b sd., col. ; $c 4 3/4 in.
440 $a Edelman award for management science achievement; $v [v.75]
500 $a At the head of title on container: Informs/CPMS
500 $a Title on cassette and cassette case : 93.02 Frank Russell Company & The Yasuda Fire and Marine Insurance Co. Ltd.
511 0 $a Presentors, David R. Carino, Terry Kent, David H. Myers, Celine Stacy, Mike Sylvanus, Andrew L. Turner, Kouji Watanabe, William T. Ziemba
520 $a An asset/liability management model determines an optimal investment strategy that enables decision makers to define risk in tangible operational terms. It also handles the complex investment constraints imposed by the Japanese Ministry of Finance. The need to produce high income returns to pay annual interest on savings type insurance policies and also to maximize the wealth of the firm is considered. During the first year, the program yielded a return of 15 extra basis points (3.2 billion yen or $2 6 million, U.S.).
538 0 $a VCD format.
650 $a Management Science $3 730897
710 $a Institute of Management Science. $3 730896
740 0 1 $a Frank Russell Company & The Yasuda Fire and Marine Insurance Co. Ltd.